Moderate deviation principles for weakly interacting particle systems

DOI10.1007/S00440-016-0723-3MaRDI QIDQ2363652zbMATH OpenOpenAlexFDO

Authors Amarjit Budhiraja, Ruoyu Wu

Publication date 25 July 2017

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.02187

zbMATH Keywords

large deviationsmoderate deviationsPoisson random measuresSchwartz distributionsnonlinear Markov processesjump-diffusionsmean field asymptoticsLaplace principlevariational representationsweakly interacting particle systems

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)

Abstract: Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas the second describes a collection of pure jump Markov processes with a countable state space. For both cases the moderate deviation principle is formulated in terms of a large deviation principle (LDP), with an appropriate speed function, for suitably centered and normalized empirical measure processes. For the first family of models the LDP is established in the path space of an appropriate Schwartz distribution space whereas for the second family the LDP is proved in the space of $l_2$ (the Hilbert space of square summable sequences)-valued paths. Proofs rely on certain variational representations for exponential functionals of Brownian motions and Poisson random measures.

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